Normal and Anomalous Fluctuation Relations for Gaussian Stochastic Dynamics

We study transient work Fluctuation Relations (FRs) for Gaussian stochastic systems generating anomalous diffusion. For this purpose we use a Langevin approach by employing two different types of additive noise: (i) internal noise where the Fluctuation-Dissipation Relation of the second kind (FDR II) holds, and (ii) external noise without FDR II. For internal noise we demonstrate that the existence of FDR II implies the existence of the Fluctuation-Dissipation Relation of the first kind (FDR I), which in turn leads to conventional (normal) forms of transient work FRs. For systems driven by external noise we obtain violations of normal FRs, which we call anomalous FRs. We derive them in the long-time limit and demonstrate the existence of logarithmic factors in FRs for intermediate times. We also outline possible experimental verifications.Comment: to be published in JSta

Correlated continuous-time random walks: combining scale-invariance with long-range memory for spatial and temporal dynamics

Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through action of the generalized central limit theorem leading to scale-free forms of the jump length or waiting time distributions. Here we present a modified version of recently proposed correlated CTRW processes, where we incorporate a power-law correlated noise on the level of both jump length and waiting time dynamics. We obtain a very general stochastic model, that encompasses key features of several paradigmatic models of anomalous diffusion: discontinuous, scale-free displacements as in Levy flights, scale-free waiting times as in subdiffusive CTRWs, and the long-range temporal correlations of fractional Brownian motion (FBM). We derive the exact solutions for the single-time probability density functions and extract the scaling behaviours. Interestingly, we find that different combinations of the model parameters lead to indistinguishable shapes of the emerging probability density functions and identical scaling laws. Our model will be useful to describe recent experimental single particle tracking data, that feature a combination of CTRW and FBM properties.Comment: 25 pages, IOP style, 5 figure

Nonergodic dynamics of force-free granular gases

We study analytically and by event-driven molecular dynamics simulations the nonergodic and aging properties of force-free cooling granular gases with both constant and velocity-dependent (viscoelastic) restitution coefficient $\varepsilon$ for particle pair collisions. We compare the granular gas dynamics with an effective single particle stochastic model based on an underdamped Langevin equation with time dependent diffusivity. We find that both models share the same behavior of the ensemble mean squared displacement (MSD) and the velocity correlations in the small dissipation limit. However, we reveal that the time averaged MSD of granular gas particles significantly differs from this effective model due to ballistic correlations for systems with constant $\varepsilon$. For velocity-dependent $\varepsilon$ these corrections become weaker at longer times. Qualitatively the reported non-ergodic behavior is generic for granular gases with any realistic dependence of $\varepsilon$ on the impact velocity.Comment: 5 pages, 3 figures, plus Supplement with 3 pages, 1 figur

L\'evy Ratchet in a Weak Noise Limit: Theory and Simulation

We study the motion of a particle embedded in a time independent periodic potential with broken mirror symmetry and subjected to a L\'evy noise possessing L\'evy stable probability law (L\'evy ratchet). We develop analytical approach to the problem based on the asymptotic probabilistic method of decomposition proposed by P. Imkeller and I. Pavlyukevich [J. Phys. A {\bf39}, L237 (2006); Stoch. Proc. Appl. {\bf116}, 611 (2006)]. We derive analytical expressions for the quantities characterizing the particle motion, namely the splitting probabilities of first escape from a single well, the transition probabilities and the particle current. A particular attention is devoted to the interplay between the asymmetry of the ratchet potential and the asymmetry (skewness) of the L\'evy noise. Intensive numerical simulations demonstrate a good agreement with the analytical predictions for sufficiently small intensities of the L\'evy noise driving the particle.Comment: 14 pages, 11 figures, 63 reference